-70.2%
CPNG vs PEGA
-40.3%
-29.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | -5.4% | -5.3% | -0.1% | -3.9% |
| 30D | -11.1% | +8.3% | -19.4% | -13.3% |
| 3M | -3.0% | +8.9% | -11.9% | -6.6% |
| 6M | -23.5% | -19.7% | -3.8% | -19.6% |
| YTD | -37.8% | -39.9% | +2.1% | -29.4% |
| 1Y | -54.3% | -36.4% | -17.9% | -49.5% |
| 3Y | -20.8% | +52.8% | -73.6% | -42.0% |
| 5Y | -51.1% | -45.7% | -5.4% | -51.1% |
| All | -70.2% | -40.3% | -29.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling